Chen, Ming-Hui; Shao, Qi-Man - In: Journal of Multivariate Analysis 71 (1999) 2, pp. 277-296
In this article, we model multivariate categorical (binary and ordinal) response data using a very rich class of scale mixture of multivariate normal (SMMVN) link functions to accommodate heavy tailed distributions. We consider both noninformative as well as informative prior distributions for...